Computational intelligence applications to option pricing, volatility forecasting and value at risk
Fahed Mostafa, Tharam Dillon, Elizabeth Chang
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Mostafa, Fahed ; Dillon, Tharam ; Chang, Elizabeth |
| Publisher: |
Cham : Springer |
| Subject: | Risikomaß | Risk measure | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Neuronale Netze | Neural networks | Modellierung | Scientific modelling |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] ; Description [springer.com] |
| Extent: | x, 171 Seiten Illustrationen 23.5 cm x 15.5 cm |
|---|---|
| Series: | Studies in computational intelligence : SCI. - Berlin : Springer, ISSN 1860-949X, ZDB-ID 2202445-1. - Vol. Volume 697 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-319-51666-0 ; 3-319-51666-3 ; 978-3-319-51668-4 |
| Other identifiers: | 10.1007/978-3-319-51668-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011638731